+11.3%
EEM vs AR
+9.7%
+1.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +2.6% |
| 7D | -0.9% | -5.8% | +4.9% | -1.7% |
| 30D | -9.3% | +4.8% | -14.1% | -8.7% |
| 3M | -7.1% | +1.5% | -8.6% | -6.6% |
| 6M | -10.4% | +4.7% | -15.1% | -9.2% |
| YTD | +11.3% | +9.2% | +2.1% | +11.1% |
| 1Y | +11.3% | +11.2% | +0.1% | +10.8% |
| All | +11.3% | +9.7% | +1.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling